Warren Nelson was born in Great Falls, Montana, in 1913. He went to high school and one year of college in Helena, Montana. After, he started his gambling career, a career that has lasted over forty-five years, in Montana. Nelson came to Reno and started a keno game at the Palace Club that year. It was the first to be operated by a white man in Reno. He was at the Palace Club until 1942 when he enlisted in the Marine Corps. Later, he was part owner of the Waldorf Club for a time, worked at the Mapes for five years, and went back to the Palace Club for another eight years.  In the early 1960s he and some other businessmen bought the Cal-Neva Club in Reno. They also opened the Comstock Casino in May of 1978. He was one of the first presidents of the Gaming Industry Association.